-8.8%
IONS vs HRB
+142.1%
-151.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -3.2% | -18.1% | -20.9% |
| 7D | -24.8% | -2.4% | -22.4% | -24.5% |
| 30D | -31.5% | +15.7% | -47.3% | -32.8% |
| 3M | -45.2% | +11.4% | -56.6% | -46.1% |
| 6M | -59.1% | +40.7% | -99.8% | -61.1% |
| YTD | -60.8% | +21.0% | -81.8% | -61.6% |
| 1Y | -57.9% | +7.2% | -65.1% | -57.6% |
| 3Y | -34.5% | +29.2% | -63.6% | -38.9% |
| 5Y | -8.8% | +142.3% | -151.2% | -28.4% |
| All | -8.8% | +142.1% | -151.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling